ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 30-Nov-2018
Day Change Summary
Previous Current
29-Nov-2018 30-Nov-2018 Change Change % Previous Week
Open 112-290 112-310 0-020 0.1% 112-262
High 113-045 113-035 -0-010 0.0% 113-045
Low 112-275 112-295 0-020 0.1% 112-222
Close 112-298 112-307 0-010 0.0% 112-307
Range 0-090 0-060 -0-030 -33.3% 0-142
ATR 0-078 0-076 -0-001 -1.6% 0-000
Volume 1,793,403 985,435 -807,968 -45.1% 8,761,194
Daily Pivots for day following 30-Nov-2018
Classic Woodie Camarilla DeMark
R4 113-179 113-143 113-020
R3 113-119 113-083 113-004
R2 113-059 113-059 112-318
R1 113-023 113-023 112-313 113-011
PP 112-319 112-319 112-319 112-313
S1 112-283 112-283 112-302 112-271
S2 112-259 112-259 112-296
S3 112-199 112-223 112-291
S4 112-139 112-163 112-274
Weekly Pivots for week ending 30-Nov-2018
Classic Woodie Camarilla DeMark
R4 114-086 114-019 113-066
R3 113-263 113-197 113-027
R2 113-121 113-121 113-014
R1 113-054 113-054 113-001 113-087
PP 112-298 112-298 112-298 112-315
S1 112-232 112-232 112-294 112-265
S2 112-156 112-156 112-281
S3 112-013 112-089 112-268
S4 111-191 111-267 112-229
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-045 112-222 0-142 0.4% 0-065 0.2% 60% False False 1,752,238
10 113-045 112-150 0-215 0.6% 0-069 0.2% 73% False False 1,004,810
20 113-045 111-242 1-122 1.2% 0-076 0.2% 87% False False 526,205
40 113-045 111-210 1-155 1.3% 0-074 0.2% 88% False False 268,638
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 113-290
2.618 113-192
1.618 113-132
1.000 113-095
0.618 113-072
HIGH 113-035
0.618 113-012
0.500 113-005
0.382 112-318
LOW 112-295
0.618 112-258
1.000 112-235
1.618 112-198
2.618 112-138
4.250 112-040
Fisher Pivots for day following 30-Nov-2018
Pivot 1 day 3 day
R1 113-005 112-304
PP 112-319 112-301
S1 112-313 112-298

These figures are updated between 7pm and 10pm EST after a trading day.

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